Selection bias, named out loud
Hand-pick a watchlist and your exact rules are re-run on the full S&P 500 for comparison. Hindsight gets reported, not rewarded.
Educational research tool · Nothing here is advice
Every retail backtester would have shown me that first number and none of the corrections. So I built the one that argues back — it runs a full honesty audit on every result, and there is no way to turn it off.
136% a year over 40 months, on 44 tickers picked with hindsight. Max drawdown 45%, against SPY's 8%.
Different rules: momentum plus low volatility, top 25 names, 2016 to 2026. SPY returned +362% over the same years.
A dip-buyer beat SPY on Sharpe before costs, 1.05 to 0.83. At five basis points a day it was still up 103% (Sharpe 0.41), behind SPY's 344% (0.83).
Watch it argue back
The strategy “Each month, buy the 5 strongest stocks in my 44-ticker watchlist by 6-month return. Equal weight.” is read back as a spec — top 5, 126-day return, monthly rebalance, equal weight, vs spy — and audited: five checks pass, one warns that the 44-ticker universe is hand-picked. Same rules, full S&P 500: +960.2% vs your +1816.5%. Hand-picking alone: 1.81× in final wealth. Verdict: amber — Beats the benchmark — but your universe is hand-picked. Strategy versus SPY buy-and-hold: Total return +1816.5% vs +41.9%, CAGR +371.3% vs +20.2%, Sharpe 2.07 vs 0.92, Max drawdown −60.1% vs −18.8%.
04 · Verdict
Wounded — amber verdict
Beats the benchmark — but your universe is hand-picked.
Benchmark shown on every result. No way to turn the audit off.
A replay of run rep_2c6332f417, the same run as the export further down this page. It is a separate test on the same 44 tickers, ranked by 6-month return from mid-2024 to May 2026, so its numbers differ from the backtest above. Every number is from the real report.
Every run ends here
Plain English goes in; a precise, editable spec comes back for you to approve. Nothing runs until you confirm exactly what will be tested — and what comes out is this.

Six ways it tries to kill your idea
Hand-pick a watchlist and your exact rules are re-run on the full S&P 500 for comparison. Hindsight gets reported, not rewarded.
Scaled by your strategy's measured turnover. The report states the cost level at which the edge dies — often lower than you'd guess.
Thirty per cent of the window is held out. A large in-sample advantage that vanishes there is flagged as the overfit signature it is.
Signals at day t, returns from t+1, enforced inside the engine rather than by convention. Altering future prices cannot change past weights.
If your window contains no sustained bear market, the report says so. A strategy tested only through a bull run has not been tested.
Every run freezes its price panel under a content hash and replays it exactly. Your journal cannot quietly drift underneath you.
Terms
The audit is never paywalled. Charging you to discover that your strategy is broken would invert the point of the product — so the honesty is free, and the paid tier is better data, which is where the real cost actually sits.
The complete honesty audit, unabridged.
Survivorship-free data and forward tracking. Priced once the data licence is signed, not before.
No pricing is committed, and nothing on this page is for sale. The paid tier ships only after a licensed data source and a legal review are in place.
Validation, in the open
I'm testing whether this is worth building for anyone but me. Leave an email and, if you like, the strategy you'd test first — that answer shapes what gets built next.